The station opened on 1 April 1898 as West Shefford. It was renamed Great Shefford in November 1900.
In 1923, a crane costing £179 was installed to facilitate the handling of heavy goods – particularly timber. The crane had a loading capacity of 64 tons. The station had a coal yard, and also dealt with dairy produce, livestock, and racehorses.
The station closed to all traffic on 4 January 1960.
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